Stochastic Analysis and Applications

Seminars Fall 2019

  • September 18, 2.15pm, Room 2005
    Marcus Olofsson
    Optimal switching problems: solution techniques and applications

  • September 25, 2.15pm, Room 64119
    Tiziano De Angelis
    Optimal dividends with partial information and stopping of a degenerate reflecting diffusion

  • October 2, 9.00am, Room 64119
    Erik Ekström
    Playing stopping games against a ghost

  • October 9, 10.15am, Room 4003
    Kristoffer Lindensjö
    Moment constrained optimal dividends: precommitment & consistent planning

  • November 6, 10.15am, Room ITC 2345
    Filip Lindskog (SU)
    The value of a liability cash flow in discrete time subject to capital requirements

  • November 13, 10.15am
    Thomas Önskog (KTH)
    Stochastic differential situations on non-smooth time-dependent domains

  • November 22, 1.00pm, presentation of master thesis
    Georgia Valachi
    Bayesian sequential testing of the drift of a multi-dimensional Brownian motion

  • December 18, 10.15am, Room 4001
    Magnus Perninge (Linnaeus University)
    Impulse control of systems with delay and application to hydropower planning